Comparison study between {MCMC}-based and weight-based Bayesian methods for identification of joint distribution
From MaRDI portal
Publication:381535
DOI10.1007/s00158-010-0539-1zbMath1274.62354OpenAlexW2012299011MaRDI QIDQ381535
Publication date: 15 November 2013
Published in: Structural and Multidisciplinary Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00158-010-0539-1
copulaidentification of joint distributionMCMC-based Bayesian methodone-step proceduretwo-step procedureweight-based Bayesian method
Computational methods in Markov chains (60J22) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items
The method of solving structural reliability with multiparameter correlation problem, A copula-based perturbation stochastic method for fiber-reinforced composite structures with correlations
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Identification of marginal and joint {cdf}s using Bayesian method for {RBDO}
- Fitting bivariate cumulative returns with copulas
- Bayesian copula selection
- Testing the bivariate distribution of daily equity returns using copulas. An application to the Spanish stock market
- An introduction to copulas. Properties and applications
- Slice sampling. (With discussions and rejoinder)
- Ordinal Measures of Association
- Bayesian Measures of Model Complexity and Fit
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- A NEW MEASURE OF RANK CORRELATION